Page 1 | Search Results | Critical Finance Review | Emerald Publishing

Skip to Main Content

1-2 of 2

Sort by

Sort Order Select

Journal Articles

Open Source Cross-Sectional Asset Pricing

Andrew Y. Chen, Tom Zimmermann

Critical Finance Review (2022) 11 (2): 207–264.

https://doi.org/10.1561/104.00000112

Published: 03 May 2022

View article titled, Open Source Cross-Sectional Asset Pricing

Add to Citation Manager for Open Source Cross-Sectional Asset Pricing

Includes: Supplementary data

Journal Articles

In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less

Andrew Y. Chen, Fabian Winkler, Rebecca Wasyk

Critical Finance Review (2021) 10 (3): 329–381.

https://doi.org/10.1561/104.00000092

Published: 02 August 2021

View article titled, In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less

Add to Citation Manager for In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less